-17.1%
NOW vs PH
+137.6%
-154.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.5% | +0.1% |
| 7D | -3.1% | +3.0% | -6.1% | -3.5% |
| 30D | -27.0% | -0.6% | -26.4% | -27.1% |
| 3M | -17.7% | -10.7% | -7.0% | -16.2% |
| 6M | +12.7% | +9.1% | +3.6% | +8.7% |
| YTD | -32.9% | +9.5% | -42.4% | -37.2% |
| 1Y | -40.4% | +14.0% | -54.4% | -45.5% |
| 3Y | -17.1% | +138.9% | -156.0% | -47.4% |
| All | -17.1% | +137.6% | -154.7% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling